+163.2%
ROST vs GH
+446.7%
-283.5%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -2.0% | -0.3% | -2.1% |
| 7D | +0.3% | +0.6% | -0.3% | +0.2% |
| 30D | +0.5% | -6.9% | +7.4% | +1.1% |
| 3M | -5.2% | -4.9% | -0.3% | -5.1% |
| 6M | +9.8% | +54.1% | -44.2% | +3.4% |
| YTD | +29.4% | +48.5% | -19.1% | +21.7% |
| 1Y | +44.4% | +61.2% | -16.8% | +34.4% |
| 3Y | +95.0% | +570.3% | -475.3% | +45.2% |
| 5Y | +111.9% | +46.1% | +65.7% | +79.8% |
| All | +163.2% | +446.7% | -283.5% | +94.8% |
Cumulative growth
Daily Returns
Daily percentage return beside GH.
Daily Out/Under-Performance
Portfolio return minus GH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GH return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded GH wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling